Asset Alloca on Presenta on
|
|
- Colin Boyd
- 5 years ago
- Views:
Transcription
1 Efficient Fron er US Fixed Income Composi on (Current Mix vs. Target Alloca ons) Arithme c Mean US Fixed Income Composi on (Current Mix vs. Target Alloca ons) US Fixed Income Real Estate Intl Equity Intl Fixed Income Cash Equivalents Asset Class Correla on Matrix (Asset Class Assump ons) 5.5 Time Period: 1/31/1991 to 7/31/ US Fixed Income Risk: Standard Devia on
2 Alloca on Spectrum (Tradi onal Op miza on) 1. US Fixed Income Weights(%) Risk: Standard Devia on Alloca on Spectrum (Resampled Op miza on) 1. US Fixed Income Weights(%) Risk: Standard Devia on
3 Asset Mix Distribu on (Current Mix vs. Target Alloca ons) K 1K Asset Class Distribu on US Fixed Income
4 Wealth Percen les (Current Mix vs. Target Alloca ons) 3M 3M 3M 1M 1M 1M 5K 5K 5K Wealth (USD) 3K 1K Wealth (USD) 3K 1K Wealth (USD) 3K 1K 5K 5K 5K 3K 3K 3K 1K 1K 1K 5th 25th 5th 75th 95th Historical Wealth Wealth Percen les (Current Mix vs. Target Alloca ons) Percen le 5th 25th 5th 75th 95th 111, , , , , , , , , , , , , ,48, ,796, , , , , , , , , , , , , , , ,86, , , , , , , , , , , , , , , ,437,91.84 Percen les (Current Mix vs. Target Alloca ons) Percen le 5th 25th 5th 75th 95th
5 Percen les Annually (%) 4. Annually (%) 4. Annually (%) th 25th 5th 75th 95th Target Target Wealth Target Target Wealth 3.% 8.% 1.%
6 Trailing s (Asset Class Assump ons) As of Date: 9/3/ YTD 1 3 s s s 1s US Fixed Income Trailing s (Asset Class Assump ons) Data Point: US Fixed Income YTD 1 3 s s s 1s
7 Investment Growth (Current Mix vs. Target Alloca ons) Time Period: 1/1/27 to 9/3/ /28 9/28 3/29 9/29 3/21 9/21 3/211 9/211 3/212 9/212 Risk Reward Time Period: 1/1/27 to 9/3/ US Fixed Income Std Dev Performance Time Period: 1/1/27 to 9/3/212 Std Dev Excess Informa on Ra o (arith) R2 Tracking Error Beta Alpha Performance Time Period: 1/1/27 to 9/3/212 US Fixed Income Std Dev Excess Informa on Ra o (arith) R2 Tracking Error Beta Alpha
PERFORMING DUE DILIGENCE ON NONTRADITIONAL BOND FUNDS. by Mark Bentley, Executive Vice President, BTS Asset Management, Inc.
PERFORMING DUE DILIGENCE ON NONTRADITIONAL BOND FUNDS by Mark Bentley, Executive Vice President, BTS Asset Management, Inc. Investors considering allocations to funds in Morningstar s Nontraditional Bond
More informationPresentation Studio. Workbook Samples for Multiple Investments
Presentation Studio Workbook Samples for Multiple Investments Sample Presentation Studio Workbook Micro Small Mid Large Giant Holdings-Based Style Deep-Val Core-Val Core Core-GrthHigh-Grth Rolling s (Descending
More informationAmerican Customer Satisfaction Investable Index
Investable Index s 52.5 45.0 37.5 30.0 22.5 15.0 7.5 0.0-7.5-15.0-22.5-30.0-37.5-45.0 YTD 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 Calendar Year s YTD 2017 2016 2015 2014 2013 2012 2011 2010 2009
More informationAmerican Customer Satisfaction Investable Index
Investable Index s 52.5 45.0 37.5 30.0 22.5 15.0 7.5 0.0-7.5-15.0-22.5-30.0-37.5-45.0 YTD 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 Calendar Year s YTD 2017 2016 2015 2014 2013 2012 2011 2010 2009
More informationBeginning Date: January 2016 End Date: June Managers in Zephyr: Benchmark: Morningstar Short-Term Bond
Beginning Date: January 2016 End Date: June 2018 Managers in Zephyr: Benchmark: Manager Performance January 2016 - June 2018 (Single Computation) 11200 11000 10800 10600 10400 10200 10000 9800 Dec 2015
More informationBeginning Date: January 2016 End Date: September Managers in Zephyr: Benchmark: Morningstar Short-Term Bond
Beginning Date: January 2016 End Date: September 2018 Managers in Zephyr: Benchmark: Manager Performance January 2016 - September 2018 (Single Computation) 11400 - Yorktown Funds 11200 11000 10800 10600
More informationMARKET COMMENTARY. Horizon Asia Opportunity Q Commentary. August Horizon Kinetics LLC
Horizon Asia Opportunity Q2 2018 Commentary August 2018 2018 Horizon Kinetics LLC In the second quarter of 2018, the Horizon Asia Opportunity Institutional Composite (the Strategy ) gained 1.1%, net of
More informationThe Fron er Line. GLI Benchmarks. Thought Leadership and insights from Fron er Advisors. Issue 103, March 2015
Thought Leadership and insights from Fron er Advisors GLI Benchmarks Issue 103, March 2015 Fron er Advisors has been at the forefront of ins tu onal investment advice in Australia for over two decades
More informationMARKET COMMENTARY. Horizon Asia Opportunity Q Commentary
Horizon Asia Opportunity Q4 2018 Commentary January 2019 In the fourth quarter of 2018, the Horizon Asia Opportunity Institutional Composite (the Strategy ) declined 6.6%, net of fees, compared to the
More informationChapter 6 Efficient Diversification. b. Calculation of mean return and variance for the stock fund: (A) (B) (C) (D) (E) (F) (G)
Chapter 6 Efficient Diversification 1. E(r P ) = 12.1% 3. a. The mean return should be equal to the value computed in the spreadsheet. The fund's return is 3% lower in a recession, but 3% higher in a boom.
More informationMONTHLY FUND SUMMARIES
January 31, 2016 MONTHLY FUND SUMMARIES Alternative Investments 1.877.431.1407 www.norrep.com MAKING ACTIVE MANAGEMENT COUNT CONTENTS MONTHLY FUND SUMMARIES as at January 31, 2016 Fund Performance Summaries
More informationHORIZON. Socially Responsible Strategies
HORIZON INVESTMENT SERVICES Socially Responsible Strategies 4th Quarter 2017 SRI Assets Under Management Rise 1,264% According to US SIF The Forum for Sustainable and Responsible Investment s 2016 SRI
More informationHORIZON INVESTMENT SERVICES
HORIZON INVESTMENT SERVICES Socially Responsible Strategies 3rd Quarter 2018 SRI Assets Under Management Rise 1,778% According to US SIF The Forum for Sustainable and Responsible Investment s 2018 SRI
More informationFNCE 4030 Fall 2012 Roberto Caccia, Ph.D. Midterm_2a (2-Nov-2012) Your name:
Answer the questions in the space below. Written answers require no more than few compact sentences to show you understood and master the concept. Show your work to receive partial credit. Points are as
More informationBy Anne Obersteadt, CIPR Senior Researcher
R B C R F I A C By Anne Obersteadt, CIPR Senior Researcher I The is exploring the implementa on of a new and more granular risk based capital (RBC) structure for fixed income asset capital charges by 2019.
More informationHow can you describe conservative investment products in ways that are meaningful to clients?
UPSIDE/DOWNSIDE CAPTURE RATIO SPREAD by Isaac Braley, President, BTS Asset Management, Inc. How can you describe conservative investment products in ways that are meaningful to clients? Understanding measures
More informationThe Many Factors that Affect the Success of Regulatory Mechanisms Designed to Foster Investments in Energy Efficiency
The Many Factors that Affect the Success of Regulatory Mechanisms Designed to Foster Investments in Energy Efficiency Jay Zarnikau Fron-er Associates and UT- Aus-n LBJ School of Public Affairs and Division
More informationSYMONS CAPITAL MANAGEMENT
SYMONS Managing U.S. Equity Portfolios Since 1983 And Building Durable Wealth Through Risk Management Symons Value 3rd Quarter 2018 650 Washington Road, Suite 800, Pittsburgh, PA 15228 412-344-7690 1 www.symonscapital.com
More informationBeginning Date: January 2016 End Date: February Managers in Zephyr: Benchmark: Morningstar Short-Term Bond
Beginning Date: January 2016 End Date: February 2018 Managers in Zephyr: Benchmark: Manager Performance January 2016 - February 2018 (Single Computation) 11200 11000 10800 10600 10400 10200 10000 9800
More informationEVESTMENT PERFORMANCE REPORT
EVESTMENT PERFORMANCE REPORT Sample Firm 1 As of 3/2015 Sample Firm 1 5000 Olde Towne Parkway --- Marietta Georgia 30068 United States www.evestment.com Asset Class Investment Focus Primary Investment
More informationValue and Fee Benchmarking Report. My Client Opera ng Company
Value and Fee Benchmarking Report My Client Opera ng Company THIS REPORT INCLUDES: Total Plan Fee Detail Fund Manager Recordkeeper Report Provided by: Brian Davis, CLU, ChFC, CFP, AIF, PPC Davis Wealth
More informationECONOMIA DEGLI INTERMEDIARI FINANZIARI AVANZATA MODULO ASSET MANAGEMENT LECTURE 6
ECONOMIA DEGLI INTERMEDIARI FINANZIARI AVANZATA MODULO ASSET MANAGEMENT LECTURE 6 MVO IN TWO STAGES Calculate the forecasts Calculate forecasts for returns, standard deviations and correlations for the
More information3Q17 Investment Review Presented to Lisle Woodridge FPD Pension Fund
3Q17 Investment Review Presented to Lisle Woodridge FPD Pension Fund November 20th 2017 Jon Willhite, CIMA UBS Institutional Consulting 1780 Hughes Landing Blvd., Ste 200 The Woodlands, TX 77380 281-362-2250
More informationPSG Equity Fund Class A 30 September 2018
PSG Equity Fund Class A Investment objec ve (summary of investment policy) The PSG Equity Fund's objec ve is to offer investors long term capital growth without assuming a greater risk, and earn a higher
More informationPSG Equity Fund Class A Minimum Disclosure Document as at 30 June 2017
PSG Equity Fund Class A FUND FACTS Sector Benchmark Regula on 28 compliant Fund Managers Fund Launch Date Fund Size (ZAR) Month end NAV Price (cpu) Minimum Investment Distribu on Frequency Latest Distribu
More informationInternational Finance. What is Risk? Campbell R. Harvey. January 19, 2017
International Finance What is Risk? Campbell R. Harvey January 19, 2017 1 2 Three Greatest Systemic Risks General ideas 3 Brainstorm Local/Regional Macro Risks General ideas 4 Brainstorm Financial Risks
More informationMarket Overview As of 4/30/2018
Asset Class Leadership Periodic Table Worst Best 5.24-26.16-28.92-36.85-37.00-37.34-38.44-38.54-45.53 78.51 58.21 41.45 37.21 34.47 27.45 26.46 20.58 19.69 29.09 27.58 24.50 18.88 16.71 15.51 15.12 15.06
More informationMarket Overview As of 11/30/2018
Asset Class Leadership Periodic Table Worst Best 5.24-26.16-28.92-36.85-37.00-37.34-38.44-38.54-45.53 78.51 58.21 41.45 37.21 34.47 27.45 26.46 20.58 19.69 29.09 27.58 24.50 18.88 16.71 15.51 15.12 15.06
More information1000G 1000G HY
Asset Class Leadership Periodic Table Worst Best 5.24-26.16-28.92-36.85-37.00-37.34-38.44-38.54-45.53 78.51 58.21 41.45 37.21 34.47 27.45 26.46 20.58 19.69 29.09 27.58 24.50 18.88 16.71 15.51 15.12 15.06
More informationMarket Overview As of 10/31/2017
Asset Class Leadership Periodic Table Worst Best 39.42 16.65 11.81 7.05 6.97 5.49 1.87-0.17-9.78 5.24-26.16-28.92-36.85-37.00-37.34-38.44-38.54-45.53 78.51 58.21 41.45 37.21 34.47 27.45 26.46 20.58 19.69
More informationMarket Overview As of 8/31/2017
Asset Class Leadership Periodic Table Worst Best 39.42 16.65 11.81 7.05 6.97 5.49 1.87-0.17-9.78 5.24-26.16-28.92-36.85-37.00-37.34-38.44-38.54-45.53 78.51 58.21 41.45 37.21 34.47 27.45 26.46 20.58 19.69
More informationMarket Overview As of 1/31/2019
Asset Class Leadership Periodic Table Worst Best 78.51 58.21 41.45 37.21 34.47 27.45 26.46 20.58 19.69 29.09 27.58 2 18.88 16.71 15.51 15.12 15.06 11.15 7.84 7.28 4.98 2.64 2.11 0.39-2.91-5.50-13.71 20.14
More informationAsset Allocation and Fund Performance of U.S. Defined Benefit Pension Plans ( )
Asset Allocation and Fund Performance of U.S. Defined Benefit Pension Plans (1998-2011) Alexander D. Beath, PhD Senior Research Analyst CEM Benchmarking About CEM Benchmarking Client base of over 500 large
More informationDate:18-22February2018 Venue:RadisonBluHotel,DubaiDeiraCreek,Dubai,UAE
Date:18-22February2018 Venue:RadisonBluHotel,DubaiDeiraCreek,Dubai,UAE DeliveryType:GroupLive Duration5Days Nonresidential +918433921011 12 marketing@bricsaevents.in www.bricsaevents.com/banking-courses.html
More informationIntroducing the first full-service independent Wealth Platform DESIGNED EXCLUSIVELY FOR INTERNATIONAL INVESTORS
Introducing the first full-service independent Wealth Platform DESIGNED EXCLUSIVELY FOR INTERNATIONAL INVESTORS 1 Legal disclaimer Important informa on This brochure is an informa ve tool, and whilst it
More informationPALM TRAN, INC./ATU LOCAL 1577 PENSION FUND INVESTMENT PERFORMANCE PERIOD ENDING MARCH 31, 2011
PALM TRAN, INC./ATU LOCAL 1577 PENSION FUND INVESTMENT PERFORMANCE PERIOD ENDING MARCH 31, 2011 NOTE: For a free copy of Part II (mailed w/i 5 bus. days from request receipt) of Burgess Chambers and Associates,
More informationZeo Capital Advisors, LLC
Zeo Capital Advisors investor.rela ons@zeo.com 415.875.5604 www.zeo.com ZEO QUARTERLY LETTER: 3Q2016 Dear Clients: December is fast approaching. One would be forgiven for having a li le anxiety, as the
More informationBY: HUGH WOODSIDE, ASA, CFA, MANAGING DIRECTOR
GIFTING CARRIED INTERESTS: VALUATION & PLANNING PITFALLS EXPERIENCE FROM THE TRENCHES BY: HUGH WOODSIDE, ASA, CFA, MANAGING DIRECTOR Over nearly 15 years of direct involvement in the valua on of private
More informationFixed Income: The Game Has Changed. Marc-André Gaudreau & the Dynamic Fixed Income Credit Team
Fixed Income: The Game Has Changed Marc-André Gaudreau & the Dynamic Fixed Income Credit Team Yields Near Historic Lows Traditional approach to fixed income will be challenged HISTORICAL YIELDS: 10-YR
More informationFall 2005: FiSOOO - Ouiz #2 Part I - Open Questions
Fall 2005: FiSOOO - Ouiz #2 Part I - Open Questions 1. Rita's utility of final wealth is defined by u(w)=~w. She is broke but one lucky day she found a lottery ticket with two possible outcomes: $196 with
More informationThe Business Planning Group Inc. Re rement Planning Guide 2017 Edi on
2017 Edi on Table of Contents Why you should help your clients set up a Qualified Retirement Plan 3 Overview of Qualified Plans 4 Chart of Qualified Retirement Plan Options 5 Individual Retirement Account
More informationManager Comparison Report June 28, Report Created on: July 25, 2013
Manager Comparison Report June 28, 213 Report Created on: July 25, 213 Page 1 of 14 Performance Evaluation Manager Performance Growth of $1 Cumulative Performance & Monthly s 3748 3578 348 3238 368 2898
More informationWakefield Asset Management Large Cap Equity Quarterly Commentary Q as of 6/30/2018
Wakefield Asset Management Large Cap Equity Quarterly Commentary Q2 2018 as of 6/30/2018 Gross Performance S&P 500 Quarter In Review Q2 2018 YTD 1 Year 3 Years 5 Years 10 Years 1.61 3.43 3.20 2.65 21.23
More informationDow Jones Sustainability Indices Diversified March A cooperation of S&P Dow Jones Indices and RobecoSAM
Dow Jones Sustainability Indices Diversified March 2017 A cooperation of S&P Dow Jones Indices and RobecoSAM DJSI Asia Pacific Developed Diversified Select, as of March 31 st 2017 (in USD) 25% 2 15% 1
More informationSample Report PERFORMANCE REPORT I YOUR FUND
Produced on //28 Data as of 6/3/28 PERFORMANCE REPORT I 5 East 57 th Street, Floor, New York, NY 22 Tel (22) 248-532 Fax (646) 45-884 7 Seventh Avenue, Suite 2, Seattle, WA 98 Tel (26) 47-254 Fax (26)
More informationDow Jones Sustainability Indices Diversified June A cooperation of S&P Dow Jones Indices and RobecoSAM
Dow Jones Sustainability Indices Diversified June 2017 A cooperation of S&P Dow Jones Indices and RobecoSAM DJSI Asia Pacific Developed Diversified Select, as of June 30 th 3 25% 15% 1 5% YTD 1M 3M 6M
More informationI. CALL TO ORDER ROLL CALL PLEDGE OF ALLEGIANCE APPROVAL OF AGENDA V. PUBLIC COMMENT NEW BUSINESS
I. CALL TO ORDER AGENDA RETIREE HEALTH CARE TRUST BOARD SPECIAL MEETING MONROE COUNTY BOARD OF COMMISSIONERS CHAMBERS ROOM FRIDAY, OCTOBER 28, 2016 11:30 A.M. 125 E. SECOND STREET MONROE, MI 48161 (734)
More informationIndependent Study Project
Independent Study Project A Market-Neutral Strategy Lewis Kaufman, CFA Fuqua School of Business, 03 lewis.kaufman@alumni.duke.edu Faculty Advisor: Campbell R. Harvey May 1, 2003 1 Agenda Annual Returns
More informationDiversification. Chris Gan; For educational use only
Diversification What is diversification Returns from financial assets display random volatility; and with risk being one of the main factor affecting returns on investments, it is important that portfolio
More informationEmerging Market Investing in a Globalizing World: Lessons for Institutional Investors
International Centre for Pension Management OECD Conference Centre, Paris Emerging Market Investing in a Globalizing World: Lessons for Institutional Investors Campbell R. Harvey Duke University and Investment
More informationWakefield Asset Management Large Cap Equity Quarterly Commentary Q as of 9/30/2018
Wakefield Asset Management Large Cap Equity Quarterly Commentary Q3 2018 as of 9/30/2018 Gross Performance S&P 500 Q3 2018 YTD 1 Year 3 Years 5 Years 10 Years Since Incep on 2.72 6.01 16.33 18.41 16.46
More informationOverview of Risk Management. Laxmikant Gupta Sr.V.P. Risk Management & Compliance
Overview of Risk Management Laxmikant Gupta Sr.V.P. Risk Management & Compliance 1 5 Basic Risks : Credit Risk the most centralised risk mgt Market Risk / Portfolio Risk Settlement Risk / Counterparty
More informationS&P ESG Indices December A cooperation of S&P Dow Jones Indices and RobecoSAM
S&P ESG Indices December 2016 A cooperation of S&P Dow Jones Indices and RobecoSAM S&P 500 ESG, as of December 31 st 2016 (in USD) 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y S&P 500 ESG S&P 500 Index TR Last
More informationCHARITABLE GIVING. 2 Creative Giving. 4 Charitable Gift Annuities. 6 Charitable Remainder Unitrust. 8 Covenant Endowment Trust
CHARITABLE GIVING 2 Creative Giving 4 Charitable Gift Annuities 6 Charitable Remainder Unitrust 8 Covenant Endowment Trust Creative Giving Most of us have a favorite ministry we want to support that ministry
More informationNectar Smart Alterna-ves
Investment Opportunity for Selected Partners. Sponsored by Nectar. Issued by Bank Julius Bär & Co Ltd. Nectar Smart Alterna-ves Three steps to Optimise Risk/Return Extensive data analysis has shown that
More informationWakefield Asset Management Large Cap Equity Quarterly Commentary Q as of 12/31/2017
Wakefield Asset Management Large Cap Equity Quarterly Commentary Q4 2017 as of 12/31/2017 Gross Performance S&P 500 Q4 2017 1 Year 3 Years 5 Years 10 Years Since Incep on 9.74 31.37 16.36 19.83 11.97 12.21
More informationTax Saving and the essence of 'Buy Right : Sit Tight', now in one product
Tax Saving and the essence of 'Buy Right : Sit Tight', now in one product Motilal Oswal MOSt Focused Long Term Fund (An open ended equity linked saving scheme with a 3 year lock-in) Product Labeling Name
More informationNectar Smart Alterna-ves
Investment Opportunity for Selected Partners. Sponsored by Nectar. Issued by Bank Julius Bär & Co Ltd. Nectar Smart Alterna-ves Three steps to Optimise Risk/Return Extensive data analysis has shown that
More informationBALANCED FUND UNITED METHODIST CHURCH FOUNDATION AS OF 12/31/2002. Asset Allocation ($000) Equity Fund Fixed Income Fund Total
BALANCED FUND UNITED METHODIST CHURCH FOUNDATION AS OF 12/31/22 Asset Allocation ($) Fixed Income Fund Total 25,713 1,33,7 - - -12 Fixed Income Fund 35.% 6.2% -16 Calendar Trailng Since Investment Returns
More informationBOYNTON BEACH POLICE PENSION FUND INVESTMENT PERFORMANCE PERIOD ENDING MARCH 31, 2013
BOYNTON BEACH POLICE PENSION FUND INVESTMENT PERFORMANCE PERIOD ENDING MARCH 31, 2013 NOTE: For a free copy of Part II (mailed w/i 5 bus. days from request receipt) of Burgess Chambers and Associates,
More informationThe Advisors Inner Circle Fund II
The Advisors Inner Circle Fund II A Class Shares PROSPECTUS June 1, 2018 Frost Total Return Bond Fund (FAJEX) Frost Credit Fund (FCFBX) Investment Adviser: Frost Investment Advisors, LLC The U.S. Securi
More informationRobustness for Asset-Liability Management of Pension Funds Horváth, Ferenc; de Jong, Frank; Werker, Bas
Tilburg University Robustness for Asset-Liability Management of Pension Funds Horváth, Ferenc; de Jong, Frank; Werker, Bas Document version: Publisher's PDF, also known as Version of record Publication
More informationArgo Global Listed Infrastructure Limited ABN Appendix 4E
Argo Global Listed Infrastructure Limited ABN 23 604 986 914 Appendix 4E Preliminary Final Report for the year ended 30 June 2017 (previous corresponding period being the year ended 30 June 2016) ARGO
More informationSTRUCTURING AN ESOP TRANSACTION
For many privately held business owners, the sale of their company is a once in a life me event. Faced with this inevitable decision, you want to make the right choice. This can be a confusing and emo
More informationS&P ESG Indices June A cooperation of S&P Dow Jones Indices and RobecoSAM
S&P ESG Indices June 2017 A cooperation of S&P Dow Jones Indices and RobecoSAM S&P 500 ESG Factor Weighted, as of June 30 th 2017 (in USD) 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y S&P 500 ESG Factor Weighted
More informationDow Jones Sustainability Indices June A cooperation of S&P Dow Jones Indices and RobecoSAM
Dow Jones Sustainability Indices June 2017 A cooperation of S&P Dow Jones Indices and RobecoSAM DJSI Asia Pacific, as of June 30 th 2017 (in USD) 25% 2 15% 1 5% YTD 1M 3M 6M 1Y 2Y 3Y 5Y DJSI Asia Pacific
More informationLOUISIANA SCHOOL EMPLOYEES RETIREMENT SYSTEM
LOUISIANA SCHOOL EMPLOYEES RETIREMENT SYSTEM Investment Performance Analysis through March 31, 2008 May 2008 Copyright 2008 by Segal Advisors, Inc. All rights reserved. 1300 East Ninth Street, Suite 1900
More informationRisk / Return August January 2016 (Single Computation)
Risk / Return August 2015 - January 2016 (Single Computation) 2% Zephyr StyleADVISOR:, LLC 0% -2% -4% Return -6% -8% -10% Benchmark: Cash Equivalent: Citigroup 3-month T-bill -12% -14% 0% 2% 4% 6% 8% 10%
More informationThird Quarter 2018 Financial Results November 1, 2018 TREC
Your Click Specialty to edit Master Chemical /tle Partner style Third Quarter 2018 Financial Results November 1, 2018 TREC Safe Harbor Statements in this presenta-on that are not historical facts are forward
More informationJunk Bonds Versus IT Projects Risk Adjusted Performance Compared
Junk Bonds Versus IT Projects Risk Adjusted Performance Compared John Helm JHelm Associates, LLC www.jhelmassociates.com Execu ve Timeslice, LLC www.execu vetimeslice.com Copyright (c) 2013 by John Helm.
More informationCh. 8 Risk and Rates of Return. Return, Risk and Capital Market. Investment returns
Ch. 8 Risk and Rates of Return Topics Measuring Return Measuring Risk Risk & Diversification CAPM Return, Risk and Capital Market Managers must estimate current and future opportunity rates of return for
More informationExample 1 of econometric analysis: the Market Model
Example 1 of econometric analysis: the Market Model IGIDR, Bombay 14 November, 2008 The Market Model Investors want an equation predicting the return from investing in alternative securities. Return is
More informationBOARD OF VISITORS OF THE COLLEGE OF WILLIAM AND MARY IN VIRGINIA
BOARD OF VISITORS OF THE COLLEGE OF WILLIAM AND MARY IN VIRGINIA COMMITTEE MEETINGS Board Rooms - Blow Memorial Hall April 17-19, 2013 INVESTMENTS SUBCOMMITTEE of the COMMITTEE ON FINANCIAL AFFAIRS
More informationEconomics 483. Midterm Exam. 1. Consider the following monthly data for Microsoft stock over the period December 1995 through December 1996:
University of Washington Summer Department of Economics Eric Zivot Economics 3 Midterm Exam This is a closed book and closed note exam. However, you are allowed one page of handwritten notes. Answer all
More informationWorking Capital Investment Review as of December 31, 2016
UNIVERSITY OF CALIFORNIA Office of the Chief Investment Officer Growing Portfolios Building Partnerships Working Capital Investment Review as of December 31, 2016 UC Investments Table of Contents Office
More informationECONOMIA DEGLI INTERMEDIARI FINANZIARI AVANZATA MODULO ASSET MANAGEMENT LECTURE 5
ECONOMIA DEGLI INTERMEDIARI FINANZIARI AVANZATA MODULO ASSET MANAGEMENT LECTURE 5 FLEXIBLE PRODUCT IN ITALY Risk control on low volatility profile? Broad range of volatility Volatility shift over time
More informationManufacturing/shop facility 5/20/2015
Manufacturing/shop facility 5/20/2015 For Mr Maker Company Maker's Metals Prepared By Company Su P. Port Energy Services Phone 800-279-8043 Email support@visual-3d.com Execu ve Summary Ini al Costs Exis
More informationCategory: Core Fixed Income 9/30/2018
WTRIX Category: Core Fixed Income 9/30/208 Fund Information Strategy Asset ($ mm): 5274.00 Share Class Assets ($ mm): 224.00 Manager: Thomas M. O'Connor Manager Tenure: 6 Years Fund Strategy The investment
More informationMonthly US Lamb Market Update
April 2018 Monthly US Lamb Market Update May 2018 Issue Prepared Exclusively for Meat & Livestock Australia - Sydney May 17, 2018 USA Domes c Lamb Market - Supply/Demand Situa on US domes c lamb slaughter
More informationRationale. Learning about return and risk from the historical record and beta estimation. T Bills and Inflation
Learning about return and risk from the historical record and beta estimation Reference: Investments, Bodie, Kane, and Marcus, and Investment Analysis and Behavior, Nofsinger and Hirschey Nattawut Jenwittayaroje,
More informationDiversified or Concentrated Factors What are the Investment Beliefs Behind these two Smart Beta Approaches?
Diversified or Concentrated Factors What are the Investment Beliefs Behind these two Smart Beta Approaches? Noël Amenc, PhD Professor of Finance, EDHEC Risk Institute CEO, ERI Scientific Beta Eric Shirbini,
More informationBy Jennifer Johnson, NAIC Capital Markets Manager II. This report was originally published by the NAIC Capital Markets Group on July 2, 2015.
A U.S. I R Y L I R E? By Jennifer Johnson, NAIC Capital Markets Manager II This report was originally published by the NAIC Capital Markets Group on July 2, 2015. 1 The current low interest rate environment
More informationFEBRUARY 2019 Capital Market Assumptions Call
FEBRUARY 2019 Capital Market Assumptions Call Call instructions Expand Collapse VERUSINVESTMENTS.COM SEATTLE 206-622-3700 LOS ANGELES 310-297-1777 SAN FRANCISCO 415-362-3484 Full Screen Use the orange
More informationD D D D D D ED M EDM Inversión Spanish Equities Return Date: 31/12/2016 Portfolio Date: 30/11/2016 Snapshot Category Custodian / Administrator Auditor Domicile Morningstar Rating Overall UCITS
More informationSummit Strategies Group 8182 Maryland Avenue, 6th Floor St. Louis, Missouri
Summit Strategies Group 8182 Maryland Avenue, 6th Floor St. Louis, Missouri 63105 314.727.7211 Quarterly Review Global Equity Market Update GLOBAL EQUITY MARKETS CALENDAR YEAR RETURNS 2002 2003 2004 2005
More informationRisk and Return (Introduction) Professor: Burcu Esmer
Risk and Return (Introduction) Professor: Burcu Esmer 1 Overview Rates of Return: A Review A Century of Capital Market History Measuring Risk Risk & Diversification Thinking About Risk Measuring Market
More informationThe Fundamentals of Investing Vocabulary List
Page 14 2.4.4.E1 The Fundamentals of Investing Vocabulary List TERM DEFINITION 1 Bond A form of lending to a company or the government (city, state, or federal) 2 Brokerage firm Facilitates the buying
More informationSample Final Exam Fall Some Useful Formulas
15.401 Sample Final Exam Fall 2008 Please make sure that your copy of the examination contains 25 pages (including this one). Write your name and MIT ID number on every page. You are allowed two 8 1 11
More informationLehman Brothers 2006 Financial Services Conference. Gary L. Crittenden Executive Vice President and Chief Financial Officer September 14, 2006
Lehman Brothers 2006 Financial Services Conference Gary L. Crittenden Executive Vice President and Chief Financial Officer September 14, 2006 AXP Performance vs. Long Term Targets Revenue Target 1 8% 2003
More informationThe American Taxpayer Relief
Client Advisor COMMITTED TO YOUR SUCCESS January 2013 FISCAL CLIFF LEGISLATION -- WHAT DOES IT MEAN FOR YOU? The American Taxpayer Relief Act, passed by Congress on January 1, 2013, permanently extends
More informationChina UN Prac-cal Manual on Transfer Pricing for Developing Countries Chapter 10.3 (May, 2013)
China UN Prac-cal Manual on Transfer Pricing for Developing Countries Chapter 10.3 (May, 2013) Richard T. Ainsworth Director, Graduate Tax Program, BU School of Law October 24, 2014 Room 209 What has been
More informationEndowment Investment Review as of June 30, 2017
UNIVERSITY OF CALIFORNIA Office of the Chief Investment Officer ATTACHMENT 1 Endowment Investment Review as of June 30, 2017 Growing Portfolios Building Partnerships UC Investments Table of Contents GEP
More informationCLIENT PRESENTATION REDWOOD INCOME GROWTH CLASS REDWOOD EQUITY GROWTH CLASS
CLIENT PRESENTATION REDWOOD INCOME GROWTH CLASS REDWOOD EQUITY GROWTH CLASS DISCLAIMERS Commissions, trailing commissions, management fees and expenses all may be associated with investment funds. Please
More informationMonthly Financial Status Report
Prepared by the Financial Services Department Key Revenue Indicators Overview The ad valorem tax revenues are derived from taxes levied on Property Tax real property, personal property and state assessed
More informationStop Loss Group Cap-ves
Stop Loss Group Cap-ves Andrew Cavenagh Pareto Cap-ve Services Founder & Managing Director cavenagh@paretocap-ve.com Regulatory Matrix States regulate: Fully- insured programs (e.g. Blue Cross) Stop loss
More informationCHAPTER 6: PORTFOLIO SELECTION
CHAPTER 6: PORTFOLIO SELECTION 6-1 21. The parameters of the opportunity set are: E(r S ) = 20%, E(r B ) = 12%, σ S = 30%, σ B = 15%, ρ =.10 From the standard deviations and the correlation coefficient
More informationMonthly Financial Status Report
Prepared by the Financial Services Department Key Revenue Indicators Overview The ad valorem tax revenues are derived from taxes levied on Property Tax real property, personal property and state assessed
More informationRisk Explorer - Restoring Trust in the Value of Modelling
Risk Explorer - Restoring Trust in the Value of Modelling Build, rebuild, completely redesign or reconfigure your models within hours or days - as needed for your business Run even the largest and the most
More information2018 PUBLIC EQUITY ASSET CLASS REVIEW CITY OF FRESNO RETIREMENT SYSTEMS
Agenda Item: D-2 Joint Meeting of the Retirement Boards Meeting Date: June 27, 2018 2018 PUBLIC EQUITY ASSET CLASS REVIEW CITY OF FRESNO RETIREMENT SYSTEMS June 26, 2018 Tony Ferrara, CAIA, Consultant
More informationTRADEG IDE SIGNAL. Trading was never as easy. Keep Your Trading On Track!
TRADEG IDE SIGNAL Trading was never as easy Keep Your Trading On Track! TRADEG IDE SIGNAL FAQs Table of Contents 1. Why do I need TradeGuide Signal? 2. What is Trading Plan? 3. What is TradeGuide Trader
More information